+9.0%
DVN vs ESI
+73.2%
-64.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.5% | +6.6% | +3.0% |
| 7D | +2.5% | -2.3% | +4.8% | +2.9% |
| 30D | +10.2% | -9.0% | +19.2% | +12.0% |
| 3M | +8.1% | -13.3% | +21.4% | +9.7% |
| 6M | +15.9% | +5.3% | +10.6% | +8.5% |
| YTD | +38.2% | +37.6% | +0.6% | +14.6% |
| 1Y | +44.5% | +33.6% | +10.9% | +20.4% |
| All | +9.0% | +73.2% | -64.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling